Showing 1 - 10 of 37
Persistent link: https://www.econbiz.de/10009324802
A wide selection of classical and recent tests for exponentiality are discussed and compared. The classical procedures include the statistics of Kolmogorov-Smirnov and Cramér-von Mises, a statistic based on spacings, and a method involving the score function. Among the most recent approaches...
Persistent link: https://www.econbiz.de/10005756380
In this paper we study a family of stochastic orders of random variables defined via the comparison of their percentile residual life functions. Some interpretations of these stochastic orders are given, and various properties of them are derived. The relationships to other stochastic orders are...
Persistent link: https://www.econbiz.de/10008513118
Persistent link: https://www.econbiz.de/10008515488
Life expectancy, i.e., mean residual life function, has been of important practical and scientific interests to characterise the distribution of residual life. Regression models are often needed to model the association between life expectancy and its covariates. In this article, we consider a...
Persistent link: https://www.econbiz.de/10005751452
In this paper, a simple relation between the Leimkuhler curve and the mean residual life is established. The result is illustrated with several models commonly used in informetrics, such as exponential, Pareto and lognormal. Finally, relationships with some other reliability concepts are also...
Persistent link: https://www.econbiz.de/10011039476
In this paper we study Arnold's (1987, Statist. Probab. Lett.5, 263-266) class of bivariate distributions with Pareto conditionals from a reliability point of view. Failure rates and mean residual life function of the marginal distributions and their monotonic properties are studied. The hazard...
Persistent link: https://www.econbiz.de/10005199476
A treatment of the mathematical properties is provided for the Lindley distribution. The properties studied include: moments, cumulants, characteristic function, failure rate function, mean residual life function, mean deviations, Lorenz curve, stochastic ordering, entropies, asymptotic...
Persistent link: https://www.econbiz.de/10010750099
In this paper we discuss one parameter Lindley distribution. It is suggested that it may serve as a useful reliability model. The model properties and reliability measures are derived and studied in detail. For the estimation purposes of the parameter and other reliability characteristics...
Persistent link: https://www.econbiz.de/10010751830
In this paper the analysis of the collective risk model assuming Erlang loss, when the claim frequency follows the discrete generalized Lindley distribution, is considered. After providing some new results of this discrete model, analytical expressions for the aggregate claim size distribution...
Persistent link: https://www.econbiz.de/10010721069